Further results on order statistics generated by two simulation methods

W. Volterman, E. Cramer, K. F. Davies, N. Balakrishnan

Research output: Contribution to journalArticle

Abstract

Uniform order statistics generated by two simulation methods are compared by means of Pitman's measure of closeness. This measure, as a probability, is shown to be asymptotically 1/2. Some results are also established for fixed points of the cumulative distribution function (CDF) for a uniform order statistic. These fixed points are important for calculations involving the joint distribution of these order statistics.

Original languageEnglish (US)
Pages (from-to)2732-2743
Number of pages12
JournalCommunications in Statistics: Simulation and Computation
Volume43
Issue number10
DOIs
StatePublished - 2014

Keywords

  • Fixed points
  • Limiting distribution
  • Order statistics
  • Pitman's measure of closeness
  • Simulation methods

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

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